entity · derived
Default risk
Derived node: assembled mechanically from the claims carrying default-risk. A roster, not an adjudicated definition.
Every claim under this term
- 1908473-029 : Information asymmetries between market participants and a systemically important institution's management before default can be reduced if a financial weakening after conversion of contingent capital
- 2097160-022 : Early triggers in executive compensation improve the signaling of default risk by producing the signal while default risk is present but still somewhat remote.
- 2097160-023 : Existing default risk signals were inadequate: CAMEL ratings and credit default swap pricing did not suffice to signal default risk at Lehman Brothers, Bear Stearns, or Merrill Lynch.
- 2097160-040 : An early trigger design for contingent convertible bonds in executive compensation enables earlier signaling of default risk, increases incentives for creditors and shareholders to monitor, and increa
- 2957645-021 : Appropriate use of contingent capital triggers can further lower the default risk of the contingent capital securities themselves, on top of the moral hazard reduction that comes from internalizing ba
- 3396542-012 : A breach by the underwriters of a policy does not amount to a default by the DAO, and under normal market conditions a well designed DAO should experience very few breaches if any.
- 3396542-030 : Barring highly adverse market conditions, the DAO's ability to mint and sell tokens on demand functions as capital on tap and protects the DAO from default and bankruptcy.
- 3782216-012 : Member default on premia is a major inefficiency in chit funds, with estimates that a large share of subscribers have defaulted at least once recently and a substantial share have defaulted after winn